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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of mathematical economics"
~source:"econis"
~subject:"Loss"
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Tak Wa Ng
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ASTIN bulletin : the journal of the International Actuarial Association
Journal of mathematical economics
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Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng
;
Nguyen, Thai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10014247652
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2
Expected utility theory and inner and outer measures of loss aversion
Charles-Cadogan, G.
- In:
Journal of mathematical economics
63
(
2016
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011665020
Saved in:
3
A preference foundation for constant loss aversion
Peters, Hans J. M.
- In:
Journal of mathematical economics
48
(
2012
)
1
,
pp. 21-25
Persistent link: https://www.econbiz.de/10009583228
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